Vector autoregressions and common trends in macro and financial economics
By: Anders Warne
Contributors: Handelshögskolan i Stockholm. Ekonomiska forskningsinstitutet
Publisher: Stockholm School of Economics, Economic Research Institute
Published: 1990
Place of publication: Stockholm
Language: eng
Number of pages: 102
Subjects: Macroeconomics; Econometric models; Finance; Autoregression (Statistics); Time-series analysis; Economic forecasting; Statistical methods; Business cycles; Economic development
Notes: Thesis (doctoral)--Stockholm School of Economics, 1990.

Includes bibliographical references (p. 95-102).